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Exported using NT Version 7.0.1000.26
Indicator will only run on NT 7.0.1000.5 or later
The indicator displays the Time Weighted Average Price of the selected session. It can be used on all types of charts.
You can apply the indicators to charts …
Can someone help me modify the following EL code to make the start time for this VWAP indicator an input instead of hard coded? Thanks in advance!
vars: vwap(0),
pv(0),
Totalvolume(0),
Barfromstart(0),
Squareddeviations(0),
Probabilityweighteddeviations(0),
deviationsum(0),
standarddeviation(0),
OncePerDay(0);
If date > date[1] then OncePerDay = 0 ;
If Time >= 200 and OncePerDay = 0 then begin
OncePerDay = 1 ;
Barfromstart=0;
pv=AvgPrice*volume;
Totalvolume=volume;
vwap=pv/totalvolume;
end
else
begin
Barfromstart=Barfromstart[1]+1;
pv=pv[1] + AvgPrice*Volume;
Totalvolume=Totalvolume[1] + Volume;
vwap=pv/Totalvolume;
end;
deviationsum=0;
for value1= 0 to Barfromstart
begin
Squareddeviations=Square( vwap-avgprice[value1]);
Probabilityweighteddeviations=volume[value1]*Squareddeviations/Totalvolume;
deviationsum=deviationsum +Probabilityweighteddeviations;
end;